+823.6%
CSX vs CPAY
+1,565.5%
-741.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | -3.4% | +2.1% | -5.5% | -4.2% |
| 30D | -3.1% | +5.5% | -8.6% | -5.2% |
| 3M | +7.2% | +16.6% | -9.4% | +0.5% |
| 6M | +16.2% | +26.7% | -10.5% | +4.4% |
| YTD | +37.5% | +38.4% | -0.8% | +18.0% |
| 1Y | +53.2% | +30.1% | +23.1% | +34.0% |
| 3Y | +68.2% | +52.6% | +15.6% | +33.9% |
| 5Y | +65.2% | +59.0% | +6.3% | +25.7% |
| 10Y | +504.1% | +148.4% | +355.8% | +267.5% |
| All | +823.6% | +1,565.5% | -741.9% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling